Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47402.09 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46007.11 Kr¶

PnL: ---------------------------------------> -881.46 Kr¶

DD now: ---------------------------------> -2.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:07:25.327205'

Anic Portfolio¶

Today¶

Return: -0.068 %¶

This Week¶

Return: -1.066 %¶

Total¶

Return: 55.182 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
SAAB B 8 1.270000 3451.200000 74.200000 2.200000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.220000 396.800000 41.800000 11.770000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -0.860000 611.830000 34.830000 6.040000 576.999999
Boozt 12 1.150000 1687.200000 33.200000 2.010000 1653.999996
Intrum 4 5.390000 558.800000 31.800000 6.030000 527.000000
Resurs Holding 22 -0.840000 596.860000 22.860000 3.980000 573.999998
AcadeMedia 12 -1.390000 577.440000 20.440000 3.670000 557.000004
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Securitas B 6 0.290000 580.440000 10.440000 1.830000 570.000000
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Nordea Bank Abp 29 -0.220000 3461.440000 7.440000 0.220000 3453.999992
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.300000 536.800000 4.800000 0.900000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Handelsbanken A 5 -0.140000 539.000000 -7.000000 -1.280000 546.000000
Midsona B 63 0.790000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -2.860000 543.200000 -30.800000 -5.370000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -8.440000 2875.600000 -95.400000 -3.210000 2971.000006
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.220000 1420.200000 -243.800000 -14.650000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46007.110000 -881.460000 -2.52478% 46888.564618

Updated:¶

'2023-01-26 14:07:38.506248'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶